iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:66.71% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.6489 | 14.05 | |
| 0.0982 | 16.87 | |
| 0.9118 | 118.60 | |
| 5.6880 | 3.97 |
Estimation Period:
Mar 5, 2012 to Feb 6, 2026
Mar 5, 2012 to Feb 6, 2026
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